Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47604.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46209.24 Kr¶

PnL: ---------------------------------------> -679.33 Kr¶

DD now: ---------------------------------> -2.109 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 10:04:24.996063'

Anic Portfolio¶

Today¶

Return: 0.149 %¶

This Week¶

Return: 0.149 %¶

Total¶

Return: 55.844 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.130000 2796.500000 160.500000 6.090000 2636.000010
Beijer Electronics Group 26 -1.000000 3104.400000 133.400000 4.490000 2971.000006
Corem Property Group B 59 2.020000 656.080000 79.080000 13.710000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.330000 426.400000 71.400000 20.110000 355.000000
HMS Networks 2 0.670000 716.800000 43.800000 6.510000 673.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Eastnine 4 1.110000 511.200000 20.200000 4.110000 491.000000
Nordea Bank Abp 29 0.710000 3473.620000 19.620000 0.570000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 1.570000 263.280000 17.280000 7.020000 246.000000
Intrum 4 1.880000 542.400000 15.400000 2.920000 527.000000
Essity A 4 0.170000 1160.000000 11.000000 0.960000 1149.000000
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
Norva24 Group 16 -0.120000 552.640000 9.640000 1.780000 543.000000
Coor Service Management Hold. 8 -0.810000 541.600000 9.600000 1.800000 532.000000
Essity B 2 0.760000 580.800000 6.800000 1.180000 574.000000
OEM International B 7 -0.520000 534.100000 6.100000 1.160000 527.999997
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Midsona B 63 -0.740000 587.790000 4.790000 0.820000 582.999984
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
AcadeMedia 12 -0.130000 560.640000 3.640000 0.650000 557.000004
Resurs Holding 22 -1.540000 575.960000 1.960000 0.340000 573.999998
Handelsbanken A 5 0.370000 547.750000 1.750000 0.320000 546.000000
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Boozt 12 -1.080000 1652.400000 -1.600000 -0.100000 1653.999996
Swedbank A 3 -0.190000 559.950000 -4.050000 -0.720000 564.000000
Securitas B 6 0.320000 565.440000 -4.560000 -0.800000 570.000000
CTEK 13 -0.900000 513.240000 -20.760000 -3.890000 533.999999
SAAB B 8 1.440000 3329.600000 -47.400000 -1.400000 3377.000000
International Petroleum Corp. 5 1.340000 527.500000 -67.070000 -11.280000 594.565215
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
Vivesto 1368 -0.360000 531.600000 -81.400000 -13.280000 612.999432
OX2 18 -0.880000 1521.000000 -143.000000 -8.590000 1663.999992
Axfood 13 -0.370000 3542.500000 -213.500000 -5.680000 3756.000001
Ovzon 52 2.430000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46209.240000 -679.330000 -2.10934% 46888.564618

Updated:¶

'2023-01-16 10:04:37.514768'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶